On estimation for Brownian motion governed by telegraph process with multiple off states (Q124045): Difference between revisions

Latest revision as of 00:59, 28 December 2024

scientific article; zbMATH DE number 7297557

On estimation for Brownian motion governed by telegraph process with multiple off states

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English	On estimation for Brownian motion governed by telegraph process with multiple off states	scientific article; zbMATH DE number 7297557	On estimation for Brownian motion governed by telegraph process with multiple off states

Statements

instance of

scholarly article

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publication date

3 June 2018

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18 January 2021

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arXiv classification

stat.ME

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math.PR

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MaRDI publication profile

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title

On estimation for Brownian motion governed by telegraph process with multiple off states (English)

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published in

Methodology and Computing in Applied Probability

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full work available at URL

https://arxiv.org/abs/1806.00849

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zbMATH Keywords

forward algorithm

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likelihood estimation

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Markov process

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occupation time

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describes a project that uses

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Generalized Telegraph Process with Random Delays

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Inference in hidden Markov models.

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Parametric estimation for the standard and geometric telegraph process observed at discrete times

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Least-squares change-point estimation for the telegraph process observed at discrete times

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On random motions with velocities alternating at Erlang-distributed random times

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On prices' evolutions based on geometric telegrapher's process

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Probability law and flow function of Brownian motion driven by a generalized telegraph process

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Assessing the accuracy of the maximum likelihood estimator: Observed versus expected Fisher information

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Q4318617

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Density and distribution evaluation for convolution of independent gamma variables

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Estimation for the discretely observed telegraph process

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Telegraph processes and option pricing

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Q3825957

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Storage capacity of a dam with gamma type inputs

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The distribution of the sum of independent gamma random variables

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Markov Chains

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Models of dispersal in biological systems

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First-exit times for increasing compound processes

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Discretely observed Brownian motion governed by telegraph process: estimation

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Occupation times in markov processes

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Telegraph processes with random velocities

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How animals move along? Exactly solvable model of superdiffusive spread resulting from animal's decision making

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Generalized integrated telegraph processes and the distribution of related stopping times

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Q3165897

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Hidden Markov Models for Time Series

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Identifiers

arXiv ID

1806.00849

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zbMATH Open document ID

1457.62247

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Mathematics Subject Classification ID

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10.48550/ARXIV.1806.00849

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10.1007/S11009-020-09774-1

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Sitelinks

Mathematics(1 entry)

mardi Publication:124045

@@ Property / DOI @@
-.48550/arXiv.1806.00849
@@ Property / DOI: 10.48550/arXiv.1806.00849 / rank @@
-Normal rank
@@ Property / DOI @@
-.1007/s11009-020-09774-1
@@ Property / DOI: 10.1007/s11009-020-09774-1 / rank @@
-Normal rank
@@ Property / Wikidata QID @@
+Q126314765
@@ Property / Wikidata QID: Q126314765 / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized Telegraph Process with Random Delays
@@ Property / cites work: Generalized Telegraph Process with Random Delays / rank @@
+Normal rank
@@ Property / cites work @@
+Inference in hidden Markov models.
@@ Property / cites work: Inference in hidden Markov models. / rank @@
+Normal rank
@@ Property / cites work @@
+Parametric estimation for the standard and geometric telegraph process observed at discrete times
+Normal rank
@@ Property / cites work @@
+Least-squares change-point estimation for the telegraph process observed at discrete times
+Normal rank
@@ Property / cites work @@
+On random motions with velocities alternating at Erlang-distributed random times
+Normal rank
@@ Property / cites work @@
+On prices' evolutions based on geometric telegrapher's process
+Normal rank
@@ Property / cites work @@
+Probability law and flow function of Brownian motion driven by a generalized telegraph process
+Normal rank
@@ Property / cites work @@
+Assessing the accuracy of the maximum likelihood estimator: Observed versus expected Fisher information
+Normal rank
@@ Property / cites work @@
+Q4318617
@@ Property / cites work: Q4318617 / rank @@
+Normal rank
@@ Property / cites work @@
+Density and distribution evaluation for convolution of independent gamma variables
+Normal rank
@@ Property / cites work @@
+Estimation for the discretely observed telegraph process
+Normal rank
@@ Property / cites work @@
+Telegraph processes and option pricing
@@ Property / cites work: Telegraph processes and option pricing / rank @@
+Normal rank
@@ Property / cites work @@
+Q3825957
@@ Property / cites work: Q3825957 / rank @@
+Normal rank
@@ Property / cites work @@
+Storage capacity of a dam with gamma type inputs
@@ Property / cites work: Storage capacity of a dam with gamma type inputs / rank @@
+Normal rank
@@ Property / cites work @@
+The distribution of the sum of independent gamma random variables
+Normal rank
@@ Property / cites work @@
+Markov Chains
@@ Property / cites work: Markov Chains / rank @@
+Normal rank
@@ Property / cites work @@
+Models of dispersal in biological systems
@@ Property / cites work: Models of dispersal in biological systems / rank @@
+Normal rank
@@ Property / cites work @@
+First-exit times for increasing compound processes
+Normal rank
@@ Property / cites work @@
+Discretely observed Brownian motion governed by telegraph process: estimation
+Normal rank
@@ Property / cites work @@
+Occupation times in markov processes
@@ Property / cites work: Occupation times in markov processes / rank @@
+Normal rank
@@ Property / cites work @@
+Telegraph processes with random velocities
@@ Property / cites work: Telegraph processes with random velocities / rank @@
+Normal rank
@@ Property / cites work @@
+How animals move along? Exactly solvable model of superdiffusive spread resulting from animal's decision making
+Normal rank
@@ Property / cites work @@
+Generalized integrated telegraph processes and the distribution of related stopping times
+Normal rank
@@ Property / cites work @@
+Q3165897
@@ Property / cites work: Q3165897 / rank @@
+Normal rank
@@ Property / cites work @@
+Hidden Markov Models for Time Series
@@ Property / cites work: Hidden Markov Models for Time Series / rank @@
+Normal rank
@@ Property / DOI @@
+.48550/ARXIV.1806.00849
@@ Property / DOI: 10.48550/ARXIV.1806.00849 / rank @@
+Normal rank
@@ Property / DOI @@
+.1007/S11009-020-09774-1
@@ Property / DOI: 10.1007/S11009-020-09774-1 / rank @@
+Normal rank